A general method of anomaly detection from time-correlated sensor data is disclosed. Multiple time-correlated signals are received. Their cross-signal behavior is compared against a fixed library of invariants. The library is constructed during a training process, which is itself data-driven using the same time-correlated signals. The method is applicable to a broad class of problems and is designed to respond to any departure from normal operation, including faults or events that lie outside the training envelope.